Results 91 to 100 of about 3,100,512 (242)

Risk in a large claims insurance market with bipartite graph structure

, 2015
We model the influence of sharing large exogeneous losses to the reinsurance market by a bipartite graph. Using Pareto-tailed claims and multivariate regular variation we obtain asymptotic results for the Value-at-Risk and the Conditional Tail ...
Kley, Oliver, Kluppelberg, Claudia, Reinert, Gesine   +2 more
core   +1 more source

Longevity Risk in Reinsurance and Equity Markets

, 2023
This PhD dissertation centers on systematic longevity risk, which refers to the uncertainty of future survival rates for a group of individuals. Each chapter provides independent contributions to the challenge of how to alternatively redistribute longevity risk.
openaire   +3 more sources

Doing Business in Argentina [PDF]

, 2004
[Excerpt] Foreign investors enjoy the same rights and undertake the same duties as domestic investors when investing in financial or productive activities.
Baker & McKenzie
core   +1 more source

SARIMA Model-Based Monte Carlo Simulation of Option Contract Design for Maize Seasonal Heavy Precipitation in Shenyang

Journal of Risk Analysis and Crisis Response (JRACR)
Agricultural production is highly dependent on weather conditions such as temperature, light, water and heat. The huge loss caused by extreme disaster weather makes the global insurance and reinsurance market overwhelmed, and seriously affects the ...
Cheng-yi Pu, Pei-huan Li, Lin-qiu Gu, Xiao-jun Pan   +3 more
doaj   +1 more source

Insurance brokers and self-regulation

Путеводитель предпринимателя, 2020
Considered general requirements for self-regulated organizations on financial market, aims of their establishment, Association of Professional Insurance Brokers’ plans of obtaining SRO status.
Yu. S. Bugaev
doaj  

Catastrophe insurance market in the Caribbean Region : market failures and recommendations for public sector interventions [PDF]

The Caribbean region suffers from a high degree of economic volatility. A history of repeated external and domestic shocks has made economic insecurity a major concern across the region.
Auffret, Philippe
core  

Legendre Transform Dual Asymptotic Solution for Insurers Under the Heston Local-Stochastic Volatility Model: A Comparison of Variance Premium and Expected Value Principles

Journal of Mathematics
This study examines optimal investment and reinsurance strategies for two competing insurers who are concerned with their relative performance. Each insurer can purchase reinsurance and invest in a financial market consisting of one risk-free asset and ...
Winfrida Felix Mwigilwa
doaj   +1 more source

Optimal Reinsurance and Derivative-Based Investment Decisions for Insurers with Mean-Variance Preference

Mathematics
In our study, we investigate reinsurance issues and optimal investment related to derivatives trading for a mean-variance insurer, employing game theory. Our primary objective is to identify strategies that are time-consistent. In particular, the insurer
Haiying Zhou, Huainian Zhu
doaj   +1 more source

Reinsuring pandemics: the role of government and public-private partnerships between reinsurers and governments. [PDF]

Geneva Pap Risk Insur Issues Pract, 2023
Eggleton S, Gürses Ö.
europepmc   +1 more source

Disaster Insurance or a Disastrous Insturance - Natural Disaster Insurance in France [PDF]

We model natural disaster insurance in France. We explicitly take into account the main institutional features of the system, such as the uniform premium rate in both high and low risk regions and the existence of a state reinsurance company.
Mario Jametti, Thomas von Ungern-Sternberg   +1 more
core